deribit_basis_rolling_change_long_v38 · strategy

closed trades

44%

win rate

-195.21

total pnl ($)

1.117

weight

7d window — n=5 wr=40% pnl=-20.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:13	BTC	Buy	59794→60434	+4.85	timeout
06-26 20:10	BTC	Buy	59555→59696	+0.62	timeout
06-26 14:37	BTC	Buy	59534→59569	-0.21	timeout
06-26 13:18	BTC	Buy	60216→58723.7	-12.85	stop_loss
06-26 12:40	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-17 08:44	BTC	Buy	66523.3→64887.3	-12.79	stop_loss
06-17 08:31	BTC	Buy	66738.3→65089.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66362.3→65422.7	-7.55	timeout
06-16 14:15	BTC	Buy	66475.3→66015.7	-3.99	timeout
06-16 13:18	BTC	Buy	66763.3→66214.7	-4.64	timeout
06-16 09:57	BTC	Buy	65568.3→66523.7	+6.79	timeout
06-16 07:55	BTC	Buy	65750.3→66316.7	+3.89	timeout
06-16 06:40	BTC	Buy	65767.3→66401.7	+4.45	timeout
06-15 13:16	BTC	Buy	63953.2→66761.7	+21.53	take_profit
06-15 12:23	BTC	Buy	64477.2→66229.7	+13.16	timeout
06-15 08:05	BTC	Buy	64382.2→65716.7	+9.90	timeout
06-15 06:28	BTC	Buy	64329.2→65942.7	+12.07	timeout
06-15 05:07	BTC	Buy	64357.2→65584.7	+9.07	timeout
06-14 13:55	BTC	Buy	64046.2→64285.8	+1.42	timeout
06-14 09:39	BTC	Buy	63783.2→64463.8	+4.83	timeout
06-14 05:29	BTC	Buy	63569.2→64280.8	+5.17	timeout
06-14 04:07	BTC	Buy	63502.2→64498.8	+7.44	timeout
06-14 03:01	BTC	Buy	63665.2→64445.8	+5.71	timeout
06-13 11:09	BTC	Buy	63746.2→63861.8	+0.36	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 20:53	BTC	Buy	63344.2→63417.8	+0.10	timeout
06-12 19:28	BTC	Buy	63604.2→63716.8	+0.43	timeout
06-12 18:25	BTC	Buy	63388.2→63719.8	+2.15	timeout
06-11 15:15	BTC	Buy	61854.1→62687.9	+6.19	timeout
06-11 14:10	BTC	Buy	62213.1→62882.9	+4.83	timeout
06-11 12:57	BTC	Buy	61637.1→62993.9	+10.45	timeout
06-11 08:50	BTC	Buy	61204.1→62949.9	+13.70	timeout
06-09 16:05	BTC	Buy	62450.1→60912.5	-12.77	stop_loss
06-09 14:29	BTC	Buy	63131.2→61578.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63384.2→61825	-12.75	stop_loss
06-09 14:16	BTC	Buy	63439.2→61877.9	-12.76	stop_loss
06-09 14:04	BTC	Buy	63641.2→62072.8	-12.77	stop_loss
06-09 13:23	BTC	Buy	63812.2→62241.7	-12.74	stop_loss
06-08 23:39	BTC	Buy	63197.2→63096.8	-1.27	timeout
06-06 20:14	BTC	Buy	60766→60553	-2.13	timeout
06-06 15:57	BTC	Buy	60465→60743	+1.92	timeout
06-06 15:12	BTC	Buy	60538→60597	+0.04	timeout
06-06 04:14	BTC	Buy	61580.1→60064.9	-12.76	stop_loss
06-06 04:09	BTC	Buy	61840.1→60317.8	-12.76	stop_loss
06-05 21:15	BTC	Buy	59388→61994.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60727→59233.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61394.1→59884	-12.75	stop_loss
06-05 14:26	BTC	Buy	61846.1→60321.8	-12.77	stop_loss
06-05 13:59	BTC	Buy	62187.1→60657.6	-12.75	stop_loss
06-05 13:55	BTC	Buy	62572.1→61033.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	63030.2→61479.2	-12.76	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63634.2→62068.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63874.2→62301.7	-12.73	stop_loss
06-05 03:04	BTC	Buy	63624.2→62528.9	-9.00	timeout
06-04 10:48	BTC	Buy	63891.2→62319.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64670.2→63077.3	-12.76	stop_loss
06-04 02:04	BTC	Buy	62916.1→61368.2	-12.75	stop_loss
06-04 01:16	BTC	Buy	64495.2→62909.4	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-195.21

total pnl ($)

-63.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	61	44%	-63.8	-195.21

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…